-27.7%
TOST vs XLRE
+9.1%
-36.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | 0.0% | +0.8% | -0.8% | -1.0% |
| 30D | +16.2% | +6.9% | +9.2% | +7.0% |
| 3M | -1.5% | -0.8% | -0.7% | -0.5% |
| 6M | +55.3% | +2.1% | +53.2% | +50.2% |
| YTD | -2.3% | +12.6% | -14.9% | -17.6% |
| 1Y | -5.5% | +12.5% | -18.0% | -20.2% |
| 3Y | +151.1% | +44.2% | +106.9% | +48.1% |
| All | -27.7% | +9.1% | -36.8% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling